参数型Topkis-Veinott方法及其数值计算A parameter-type Topkis-Veinott Method and its numerical experiment
黄李韦;秦辉晖;
摘要(Abstract)：
讨论一种解决不等式约束优化问题的T opk is-V einott方法的变化形式。在每次迭代时,这种方法都利用一种线性约束半正定二次问题来产生一个合理的下降方向;同时,用半光滑牛顿方法去解出产生于非线性补充问题(NCP函数)的子问题。根据给定算法用MATLAB语言编写程序。初步的数值结果表明,参数c影响着算法的速度。
关键词(KeyWords)： 约束优化;Topkis-Veinott方法;NCP函数;半光滑牛顿方法
基金项目(Foundation):
作者(Author): 黄李韦;秦辉晖;
Email:
参考文献(References)：
- [1]Topkis DM,Veinott AF.On the convergence of some feasible direction algorithoms for nonlinear programming[J].Journalon SIAM Control,1967,(5):268-279.
- [2]Kiwiel KC.A dual method for solving certain positive semi-definite quadratic programming problems[J].SIAM Journal ofScientific and Statistical Computing,1989,(10):175-186.
- [3]Daya MB,Shetty CM.Polynonmial barrier function algorithms for convex quadratic programming[J].Arabian Journal forScince and Engineering,1990,(15):657-670.
- [4]L.Qi and H.Jcang.Semmismooth Karush-Kuhn-Tucker equation and convergence analysis of Newton and Quasi-Newtonmethods for solving these equations[J].Math Oper.Res,1997,(22):301-325.
- [5]A.Fischer.A special Newton-type optimization method[J].Optimization,1992,(24):269-284.
- [6]Bingtong Chen,Xiaojun Chen and Christian Kanzow.A Penalinzed Fisher-Burmeister NCP-Function:Theoretical Investiga-tion and Numerical Results[M].Hamburger:Hamburger Beitrage zur Angewandten Mathematik,September 1997.
- [7]Moran Wang.Matlab 5.x and scientific computing[M].Beijing:Qinghua University Press.1999.
- [8]Anthony L.Peressini Franmcis E.Sullivan J,等.Jr.The Mathematics of Nonlinear Programming[M].Springer-VerlagWorld Publishing Corp,1992.
文章评论(Comment)：
|
||||||||||||||||||
|
||||||||||||||||||